@Anonymous
The LeaveRequest Template is based on an Excel file as a datasource. When you are presented with this screen, you need to choose the location where you want to store/create the Excel file.
Unfortunately, if you want to store this on SharePoint, you will need to modify the App completely to use SharePont instead.
What I would do is:
1) Go ahead and have it create the Excel file in your OneDrive.
2) Go to the SharePoint site you want to use and create a new List from the Excel file created - this will set up all the proper columns as are used in the Excel file
3) Go into the LeaveRequest app and remove the Excel data source
4) Add the SharePoint list as a data source
5) Adjust all the errors the App might then have for invalid references, etc.
It will take some work, but it is very do-able.
I hope this helps get you started.